+57.3%
VZ vs TSLL
-27.3%
+84.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -21.9% | +21.8% | -0.5% |
| 7D | +5.6% | -28.9% | +34.5% | +5.0% |
| 30D | +1.9% | -21.4% | +23.3% | +1.5% |
| 3M | +0.8% | +5.0% | -4.2% | +1.0% |
| 6M | +0.6% | -36.6% | +37.2% | +0.3% |
| YTD | +20.8% | -56.6% | +77.4% | +19.9% |
| 1Y | +23.9% | -60.9% | +84.8% | +23.0% |
| All | +57.3% | -27.3% | +84.7% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TSLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling